Join to apply for the Director, Fixed Income & Macro Risk Manager role at Balyasny Asset Management L.P.
Join to apply for the Director, Fixed Income & Macro Risk Manager role at Balyasny Asset Management L.P.
The Fixed Income & Macro Risk Manager will report to the Co-Head, Fixed Income & Macro Risk Management and work collaboratively with a team of expert risk professionals, quants and portfolio managers to both risk-manage and grow the business.
The Fixed Income & Macro Risk Manager will:
· Calibrate and manage risk guidelines for multiple portfolio teams.
· Have recurring discussions on risk and performance with portfolio managers to understand and analyze their portfolio risk
· Work with portfolio managers on discrepancies in measured risk or addressing risk that falls outside of policy guidelines.
· Perform detailed trade-level risk analysis for both new and existing positions. Strategies and asset classes include interest rates, foreign exchange equities, credit and some commodities (vanilla and derivative instruments).
· Perform top-down risk assessments of the macro business including accounting for exposures, VaR and stress testing.
· Communicate analysis and recommendations clearly through face-to-face meetings and presentations.
· Present the aggregate risk of the business in a coherent and concise fashion to senior members of the risk and management teams.
· Maintain a detailed view of the current risk environment, risk events and how they could impact positions.
· Perform detailed construction of event risk scenarios.
· Perform detailed assessment of P&L explained, both on an intraday and historical basis.
· Create analyses and reports used by team members and members of portfolio teams.
· Innovative research relating to the firm’s risk policy, risk allocation and portfolio guidelines.
To be considered a good fit, you must have:
· Deep experience in trading, sales, quant, structuring or market risk role at either a sell-side or buy-side firm. Hedge fund experience is preferred.
· Strong knowledge of and experience in fixed income derivatives and preferably also equity and FX.
· Significant options experience is a plus.
· Passion about and knowledge of Macro investment strategies.
· Programming ability in Python or computer science background with ability to learn Python.
· Experience working with SQL relational databases.
· Strong academic background with a degree in a math focused discipline.
· Ability to collaborate and work across global offices and teams.
Seniority level
* Seniority level
Director
Employment type
* Employment type
Full-time
Job function
* Job function
Finance
* Industries
Financial Services and Investment Management
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